Analyzing Markov Chains using Kronecker Products

Name: Analyzing Markov Chains using Kronecker Products
Brand: Springer, Berlin
SKU: 9781461441892
Price: 276.72 RON
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Theory and Applications

Autor: Tugrul Dayar

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Editura: Springer, Berlin

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Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalism...

Informații despre carte

Autor

Tugrul Dayar

Limbă

engleză

Legare

Carte - Carte broșată

Publicat

2012

Pagini

EAN

9781461441892

ISBN

1461441897

Enbook ID

01427955

Editura

Springer, Berlin

Greutate

151

Dimensiuni

156 x 235 x 5

Descriere completă

Kronecker products are used to define the underlying Markov chain (MC) in various modeling formalisms, including compositional Markovian models, hierarchical Markovian models, and stochastic process algebras. The motivation behind using a Kronecker structured representation rather than a flat one is to alleviate the storage requirements associated with the MC. With this approach, systems that are an order of magnitude larger can be analyzed on the same platform. The developments in the solution of such MCs are reviewed from an algebraic point of view and possible areas for further research are indicated with an emphasis on preprocessing using reordering, grouping, and lumping and numerical analysis using block iterative, preconditioned projection, multilevel, decompositional, and matrix analytic methods. Case studies from closed queueing networks and stochastic chemical kinetics are provided to motivate decompositional and matrix analytic methods, respectively.

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Analyzing Markov Chains using Kronecker Products

Theory and Applications

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Descriere completă

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